Consistency. No training program works if you don't stick with it. During the season, your program is established by a game schedule and set practice times. You also have coaches with expectations and teammates to keep up with. But training in the off-season is not easy - the motivation must come from within - the goals seem a long way away, and progress - as measured by muscle growth or weight changes or miles per hour - can seem infinitessimal - too small to measure, too small to matter. Stick with it. Get into a routine - same time each workout day, same environment, same level of effort. If it helps, get a buddy to train with you, or finding a training facility that is geared to performance enhancement (not just fitness).

Variety. Even with the need for consistency, you can suffer burn-out - not from physical exertion but from mental tedium. You want a program that works with your attention span, that cycles through each area of concern (legs, torso, shoulders, arms) or else cycles through a variety of actual flexing or extension that accomplishes the same results. This also means you should very your routines between aerobic, anaerobic, strength training and flexibility activities.

Set targets - realistic targets. If you want to throw  5 mph faster, react to pitches 1/10 second sooner, increase your lateral fielding range by 10' each way, shave a few splits off your base-to-base sprints - set fixed goals (over a realistic time frame) - and keep going till you get there. As for what is realistic - we know of no one who has gained more than 12 mph of armspeed over a set training period - unless perhaps their mechanics were just so bad to start with. So, please don't expect to go from a 60 mph fastball to 75 mph in six weeks, over even ten.